Selection of Optimal Threshold and Near-Optimal Interval Using Profit Function and ROC Curve: A Risk Management Application
Genre
Thesis/DissertationDate
2011Author
CHEN, JINGRUAdvisor
Hsuan, Francis C.Committee member
Raghavarao, DamarajuParnes, Milton
Liu, Jiawei
Department
StatisticsSubject
StatisticsBanking
Credit Re-assessment
Near-optimal Interval
Optimal Threshold
Profit Function
Risk Management
Roc Curve
Permanent link to this record
http://hdl.handle.net/20.500.12613/951